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Chebyshev as iterator #145

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merged 2 commits into from Jul 25, 2017

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haampie commented Jul 14, 2017

Implements the idea of #129. Also removes the KrylovSubspace, which doesn't make sense in Chebyshev iterations.

Also updates the tests which used to construct matrices with eigenvalues close to 0, making convergence extremely slow.

Lastly ensures that no more than 4 vectors are allocated during the whole algorithm.

haampie added some commits Jul 14, 2017

Improve tests: with preconditioner and a more sane eigenspectrum for …
…the SPD matrix (no eigenvalues close to 0 to improve convergence)

@andreasnoack andreasnoack merged commit 1c6085f into JuliaMath:master Jul 25, 2017

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